Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 0.493085 0.551721 0.618066 0.699449 0.797653 0.913738 1.063511
2025-09-28 0.413941 0.484155 0.569208 0.681970 0.830991 1.026547 1.312471
2025-10-05 0.383507 0.465247 0.570121 0.719015 0.933117 1.244619 1.765173
2025-10-12 0.369206 0.462647 0.588932 0.780168 1.079110 1.563953 2.508279
2025-10-19 0.336422 0.430268 0.561397 0.768626 1.111768 1.714087 3.037936
2025-10-26 0.313536 0.408443 0.545140 0.769954 1.163476 1.911647 3.786936
2025-11-02 0.287831 0.379743 0.514949 0.743695 1.160672 2.003040 4.352916
2025-11-09 0.261863 0.348356 0.477370 0.699800 1.116602 1.995183 4.647851
2025-11-16 0.246918 0.332117 0.461586 0.690593 1.136403 2.134770 5.531004
2025-11-23 0.242488 0.331263 0.469777 0.724035 1.247883 2.536663 7.909112
2025-11-30 0.231946 0.320060 0.459933 0.723089 1.286669 2.769569 10.034140
2025-12-07 0.220158 0.306061 0.444186 0.708927 1.293035 2.914375 12.051883
2025-12-14 0.209909 0.294488 0.432653 0.703687 1.324782 3.174741 15.958891
2025-12-21 0.198758 0.280758 0.416317 0.686989 1.325807 3.339855 20.065160
2025-12-28 0.196851 0.281963 0.426155 0.724884 1.475813 4.166998 41.092765
2026-01-04 0.198030 0.288325 0.445803 0.787007 1.715920 5.688142 163.072890
2026-01-11 0.189563 0.277675 0.433025 0.775410 1.737221 6.168584 372.343872
2026-01-18 0.183356 0.270547 0.426299 0.776796 1.800585 7.000539 2618.832395
2026-01-25 0.174410 0.258152 0.408592 0.750213 1.765429 7.158352 25281.368366
2026-02-01 0.164030 0.242803 0.384330 0.705765 1.661297 6.741450 25724.495922
2026-02-08 0.158261 0.235342 0.374989 0.696445 1.677126 7.267110 NaN
2026-02-15 0.157501 0.236692 0.382939 0.730312 1.857826 9.542384 NaN
2026-02-22 0.153182 0.231414 0.377288 0.729354 1.909748 10.811539 NaN